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This paper develops the high-order accurate entropy stable finite difference schemes for one- and two-dimensional special relativistic hydrodynamic equations. The schemes are built on the entropy conservative flux and the weighted…

Numerical Analysis · Mathematics 2020-03-30 Junming Duan , Huazhong Tang

This paper addresses the derivation of generic and tractable sufficient conditions ensuring the stability of a coupled system composed of a reaction-diffusion partial differential equation (PDE) and a finite-dimensional linear time…

Optimization and Control · Mathematics 2022-07-20 Hugo Lhachemi , Christophe Prieur

We introduce a novel explicit and stable numerical algorithm to solve the spatially discretized heat or diffusion equation. We compare the performance of the new method with analytical and numerical solutions. We show that the method is…

Computational Physics · Physics 2020-08-04 Endre Kovács

We study gradient-based optimization methods obtained by direct Runge-Kutta discretization of the ordinary differential equation (ODE) describing the movement of a heavy-ball under constant friction coefficient. When the function is high…

Optimization and Control · Mathematics 2019-05-30 Jingzhao Zhang , Suvrit Sra , Ali Jadbabaie

We analyze an advection-diffusion-reaction problem with non-homogeneous boundary conditions that models the chromatography process, a vital stage in bioseparation. We prove stability and error estimates for both constant and affine…

Numerical Analysis · Mathematics 2025-10-28 Farjana Siddiqua , Catalin Trenchea

A combination of implicit and explicit timestepping is analyzed for a system of ODEs motivated by ones arising from spatial discretizations of evolutionary partial differential equations. Loosely speaking, the method we consider is implicit…

Numerical Analysis · Mathematics 2025-10-20 Mihai Anitescu , William J. Layton , Faranak Pahlevani

Symmetry-preserving (mimetic) discretization aims to preserve certain properties of a continuous differential operator in its discrete counterpart. For these discretizations, stability and (discrete) conservation of mass, momentum and…

Numerical Analysis · Mathematics 2019-09-25 B. van 't Hof , M. J. Vuik

We propose and analyze a monotone finite element method for an elliptic distributed optimal control problem constrained by a convection-diffusion-reaction equation in the convection-dominated regime. The method is based on the edge-averaged…

Numerical Analysis · Mathematics 2025-11-04 SeongHee Jeong , Seulip Lee , Sijing Liu

This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…

Numerical Analysis · Mathematics 2025-04-08 Xiaobing Feng , Yukun Li , Liet Vo

This paper considers the numerical integration of semilinear evolution PDEs using the high order linearly implicit methods developped in a previous paper in the ODE setting. These methods use a collocation Runge--Kutta method as a basis,…

Numerical Analysis · Mathematics 2023-10-24 Guillaume Dujardin , Ingrid Lacroix-Violet

Many time-dependent partial differential equations (PDEs) can be transformed into an ordinary differential equations (ODEs) containing moderately stiff and non-stiff terms after spatial semi-discretization. In the present paper, we…

Numerical Analysis · Mathematics 2025-09-23 Xiao Tang , Junwei Huang

We introduce in this paper the numerical analysis of high order both in time and space Lagrange-Galerkin methods for the conservative formulation of the advection-diffusion equation. As time discretization scheme we consider the Backward…

Numerical Analysis · Mathematics 2024-01-05 Rodolfo Bermejo , Manuel Colera

We show the arbitrarily long-term stability of conservative methods for autonomous ODEs. Given a system of autonomous ODEs with conserved quantities, if the preimage of the conserved quantities possesses a bounded locally nite neighborhood,…

Numerical Analysis · Mathematics 2018-10-15 Andy T. S. Wan , Jean-Christophe Nave

In this paper we will consider distributed Linear-Quadratic Optimal Control Problems dealing with Advection-Diffusion PDEs for high values of the P\'eclet number. In this situation, computational instabilities occur, both for steady and…

Numerical Analysis · Mathematics 2024-05-03 Fabio Zoccolan , Maria Strazzullo , Gianluigi Rozza

Accurate simulations of ice sheet dynamics, mantle convection, lava flow, and other highly viscous free-surface flows involve solving the coupled Stokes/free-surface equations. In this paper, we theoretically analyze the stability and…

Numerical Analysis · Mathematics 2025-06-13 Igor Tominec , Lukas Lundgren , André Löfgren , Josefin Ahlkrona

A recently developed Eulerian finite element method is applied to solve advection-diffusion equations posed on hypersurfaces. When transport processes on a surface dominate over diffusion, finite element methods tend to be unstable unless…

Numerical Analysis · Mathematics 2013-03-26 Maxim A. Olshanskii , Arnold Reusken , Xianmin Xu

In this paper, we study a numerical method for the solution of partial differential equations on evolving surfaces. The numerical method is built on the stabilized trace finite element method (TraceFEM) for the spatial discretization and…

Numerical Analysis · Mathematics 2018-03-23 Christoph Lehrenfeld , Maxim A. Olshanskii , Xianmin Xu

A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are obtained by splitting, at each time step, the solution of…

Numerical Analysis · Mathematics 2012-08-24 H. de la Cruz , R. J. Biscay , J. C. Jimenez , F. Carbonell

We provide a framework for high-order discretizations of nonlinear scalar convection-diffusion equations that satisfy a discrete maximum principle. The resulting schemes can have arbitrarily high order accuracy in time and space, and can be…

Numerical Analysis · Mathematics 2021-09-20 Manuel Quezada de Luna , David I. Ketcheson

We design, analyse and implement an arbitrary order scheme applicable to generic meshes for a coupled elliptic-parabolic PDE system describing miscible displacement in porous media. The discretisation is based on several adaptations of the…

Computational Engineering, Finance, and Science · Computer Science 2019-01-16 Daniel Anderson , Jerome Droniou
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